A Ronald Gallant

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0006-0658-6454

Publications

• Does Smooth Ambiguity Matter for Asset Pricing? — The Review of Financial Studies 2019
• The Dynamic Spillovers of Entry: An Application to the Generic Drug Industry — Management Science 2018
• On the Determination of General Scientific Models With Application to Asset Pricing — Journal of the American Statistical Association 2009
• Rational Pessimism, Rational Exuberance, and Asset Pricing Models — The Review of Economic Studies 2007
• Quadratic Term Structure Models: Theory and Evidence — The Review of Financial Studies 2002
• Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions — Journal of the American Statistical Association 1998
• The nonlinear mixed effects model with a smooth random effects density — Biometrika 1993
• Finding Chaos in Noisy Systems — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1992
• Stock Prices and Volume — The Review of Financial Studies 1992
• Estimating the Lyapunov Exponent of a Chaotic System with Nonparametric Regression — Journal of the American Statistical Association 1992
• Explicit Estimators of Parametric Functions in Nonlinear Regression — Journal of the American Statistical Association 1980
• Testing a Nonlinear Regression Specification: A Nonregular Case — Journal of the American Statistical Association 1977
• Nonlinear Regression with Autocorrelated Errors — Journal of the American Statistical Association 1976
• Diffuse Decision-Making in Hierarchical Organizations: An Empirical Examination — Management Science 1975
• The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models — Journal of the American Statistical Association 1975
• Testing a Subset of the Parameters of a Nonlinear Regression Model — Journal of the American Statistical Association 1975
• Time Series Realizations Obtained According to an Experimental Design — Journal of the American Statistical Association 1974
• Fitting Segmented Polynomial Regression Models Whose Join Points Have to Be Estimated — Journal of the American Statistical Association 1973
• A Note on the Measurement of Cost/Quantity Relationships in the Aircraft Industry — Journal of the American Statistical Association 1968